Q_fun: Under construction: Wrapper for 'compute_Q'.

In peterhalpin/hawkes: EM estimation of multivariate Hawkes process

Under construction: Wrapper for compute_Q.

Description

Returns sum of compute_Q over different the output/input combinations given by out_inp. Currently only implemented for constraints over a single output process (i.e., only 1 row of out_inp can have non-zero entries). Used to apply model constraints on response kernels. Yuck.

Usage

Q_fun(out_inp, pp_obj, parms, k, list_P)

Arguments

out_inp	n_margins-by-n_margins binary matrix in which out_inp_ij = 1 denotes the output/input combinations on which to call compute_Q. When only one element of out_inp is equal is 1, this is equivalent to calling compute_Q directly on the output/input pair denoted by that element.
pp_obj	a pp object.
parms	parameters of the Hawkes process formatted as described for set_parms.
k	output from set_kernel(kernel_type). Currently only implemented for kernel_type = "dgamma".
list_P	output from probs.

Value

The (scalar) sum of the values of the Q functions.

peterhalpin/hawkes documentation built on July 2, 2023, 1:04 p.m.